+2,416.8%
HD vs HBM
+443.9%
+1,972.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.5% | -2.0% |
| 7D | +4.3% | -3.6% | +8.0% | +4.8% |
| 30D | +20.2% | -19.2% | +39.4% | +22.9% |
| 3M | -1.0% | -20.5% | +19.5% | +1.2% |
| 6M | +7.9% | -12.8% | +20.7% | +8.1% |
| YTD | +2.0% | +5.4% | -3.4% | -0.8% |
| 1Y | -4.3% | +33.0% | -37.3% | -9.6% |
| 3Y | +25.9% | +357.3% | -331.4% | -0.1% |
| 5Y | +5.8% | +210.4% | -204.6% | -15.1% |
| 10Y | +262.5% | +387.1% | -124.6% | +144.9% |
| All | +2,416.8% | +443.9% | +1,972.8% | +1,251.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling